MatthewPeterKelly/OptimTraj

Costate Estimates

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#23 建立於 2016年9月9日

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 (1 留言) (1 反應) (0 負責人)MATLAB (704 star) (219 fork)batch import
enhancementhelp wanted

描述

Do you plan to compute estimates of the costates and provide those with the OptimTraj solution, in addition to the states and controls? The costates can be useful if one wants to use an indirect method. Many optimal control solvers, such as the MATLAB solvers GPOPS-II, DIDO, PROPT, ICLOCS, and FALCON.m and the C++ solver PSOPT, do provide costate estimates in the solution.

GPOPS-II: http://www.gpops2.com/ DIDO: http://www.elissarglobal.com/academic/products/ PROPT: http://tomdyn.com/ ICLOCS: http://www.ee.ic.ac.uk/ICLOCS/ FALCON.m: http://www.fsd.mw.tum.de/software/falcon-m/ PSOPT: http://www.psopt.org/

貢獻者指南

技術棧
無
領域
backend
議題類型
feature
難度面向新貢獻者的預計實作難度，1 表示很小改動，5 表示專家級工作。
4
預計時間有經驗貢獻者完成調查、實作、測試並準備 pull request 的粗略時間範圍。
over 1 week
活動狀態議題目前的可參與程度：新鮮、活躍、陳舊、阻塞或等待維護者輸入。
stale
清晰度議題是否清楚說明預期改動、驗收標準和下一步。
clear
前置要求
optimal control theoryMATLABOptimTraj internals
新手友善度1-100 的估計分數，表示該議題對首次貢獻者的友善程度。
20
研究方向
Review any existing comment for maintainer guidance. Examine how OptimTraj currently outputs states and controls in the solution object (likely in the 'soln' class or output functions). Costates can be derived from the Lagrange multipliers already used in the transcription process. Look at references like GPOPS II and PSOPT for analogous implementation patterns. Implement an option to compute and return costate estimates alongside states and controls.